Report Result : ADX_MA - Desynced Forex Repository

Strategy Tester Report

ADX_MA

AlpariUK-Demo (Build 226)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2010.06.01 00:00 - 2010.06.30 00:00 (2010.06.01 - 2010.06.30)
Model		Control points (a very crude method, the results must not be considered)
Parameters		per_MA=21; per_ADX=14; porog_ADX=16; TakeProfit_Buy=1300; StopLoss_Buy=30; TrailingStop_Buy=270; TakeProfit_Sell=160; StopLoss_Sell=50; TrailingStop_Sell=20; Lots=0.1;

Bars in test	1501	Ticks modelled	13529	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	-14.96	Gross profit	182.94	Gross loss	-197.90
Profit factor	0.92	Expected payoff	-0.32
Absolute drawdown	77.20	Maximal drawdown	96.70 (0.96%)	Relative drawdown	0.96% (96.70)

Total trades	47	Short positions (won %)	23 (17.39%)	Long positions (won %)	24 (8.33%)
		Profit trades (% of total)	6 (12.77%)	Loss trades (% of total)	41 (87.23%)
Largest		profit trade	83.42	loss trade	-5.90
Average		profit trade	30.49	loss trade	-4.83
Maximum		consecutive wins (profit in money)	2 (99.42)	consecutive losses (loss in money)	14 (-66.60)
Maximal		consecutive profit (count of wins)	99.42 (2)	consecutive loss (count of losses)	-66.60 (14)
Average		consecutive wins	1	consecutive losses	7

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.06.01 00:00	buy	1	0.10	1.23090	1.23051	1.24390
2	2010.06.01 00:03	s/l	1	0.10	1.23051	1.23051	1.24390	-3.90	9996.10
3	2010.06.01 01:00	sell	2	0.10	1.22860	1.22919	1.22700
4	2010.06.01 01:37	s/l	2	0.10	1.22919	1.22919	1.22700	-5.90	9990.20
5	2010.06.01 17:00	buy	3	0.10	1.22878	1.22839	1.24178
6	2010.06.01 17:02	s/l	3	0.10	1.22839	1.22839	1.24178	-3.90	9986.30
7	2010.06.01 21:00	sell	4	0.10	1.22579	1.22638	1.22419
8	2010.06.01 21:02	s/l	4	0.10	1.22638	1.22638	1.22419	-5.90	9980.40
9	2010.06.02 03:00	buy	5	0.10	1.22555	1.22516	1.23855
10	2010.06.02 03:03	s/l	5	0.10	1.22516	1.22516	1.23855	-3.90	9976.50
11	2010.06.02 04:00	sell	6	0.10	1.22510	1.22569	1.22350
12	2010.06.02 04:37	s/l	6	0.10	1.22569	1.22569	1.22350	-5.90	9970.60
13	2010.06.02 12:00	buy	7	0.10	1.22575	1.22536	1.23875
14	2010.06.02 12:15	s/l	7	0.10	1.22536	1.22536	1.23875	-3.90	9966.70
15	2010.06.02 13:00	sell	8	0.10	1.22307	1.22366	1.22147
16	2010.06.02 13:07	s/l	8	0.10	1.22366	1.22366	1.22147	-5.90	9960.80
17	2010.06.02 19:00	buy	9	0.10	1.22570	1.22531	1.23870
18	2010.06.02 19:10	s/l	9	0.10	1.22531	1.22531	1.23870	-3.90	9956.90
19	2010.06.02 20:00	sell	10	0.10	1.22215	1.22274	1.22055
20	2010.06.02 20:40	s/l	10	0.10	1.22274	1.22274	1.22055	-5.90	9951.00
21	2010.06.02 21:00	buy	11	0.10	1.22387	1.22348	1.23687
22	2010.06.02 21:02	s/l	11	0.10	1.22348	1.22348	1.23687	-3.90	9947.10
23	2010.06.03 13:00	sell	12	0.10	1.22472	1.22531	1.22312
24	2010.06.03 13:02	s/l	12	0.10	1.22531	1.22531	1.22312	-5.90	9941.20
25	2010.06.03 14:00	buy	13	0.10	1.22633	1.22594	1.23933
26	2010.06.03 14:15	s/l	13	0.10	1.22594	1.22594	1.23933	-3.90	9937.30
27	2010.06.03 16:00	sell	14	0.10	1.22522	1.22581	1.22362
28	2010.06.03 16:13	t/p	14	0.10	1.22362	1.22581	1.22362	16.00	9953.30
29	2010.06.08 18:00	buy	15	0.10	1.19929	1.19890	1.21229
30	2010.06.08 18:10	s/l	15	0.10	1.19890	1.19890	1.21229	-3.90	9949.40
31	2010.06.08 20:00	sell	16	0.10	1.19322	1.19381	1.19162
32	2010.06.08 20:15	s/l	16	0.10	1.19381	1.19381	1.19162	-5.90	9943.50
33	2010.06.08 23:00	buy	17	0.10	1.19729	1.19690	1.21029
34	2010.06.08 23:20	s/l	17	0.10	1.19690	1.19690	1.21029	-3.90	9939.60
35	2010.06.09 02:00	sell	18	0.10	1.19584	1.19643	1.19424
36	2010.06.09 02:20	t/p	18	0.10	1.19424	1.19643	1.19424	16.00	9955.60
37	2010.06.09 12:00	buy	19	0.10	1.19704	1.19665	1.21004
38	2010.06.09 12:02	s/l	19	0.10	1.19665	1.19665	1.21004	-3.90	9951.70
39	2010.06.09 23:00	sell	20	0.10	1.19800	1.19859	1.19640
40	2010.06.09 23:15	s/l	20	0.10	1.19859	1.19859	1.19640	-5.90	9945.80
41	2010.06.10 00:00	buy	21	0.10	1.19852	1.19813	1.21152
42	2010.06.10 00:15	s/l	21	0.10	1.19813	1.19813	1.21152	-3.90	9941.90
43	2010.06.10 03:00	sell	22	0.10	1.19591	1.19650	1.19431
44	2010.06.10 03:10	s/l	22	0.10	1.19650	1.19650	1.19431	-5.90	9936.00
45	2010.06.10 05:00	sell	23	0.10	1.19759	1.19818	1.19599
46	2010.06.10 05:10	s/l	23	0.10	1.19818	1.19818	1.19599	-5.90	9930.10
47	2010.06.10 06:00	buy	24	0.10	1.20338	1.20299	1.21638
48	2010.06.10 06:07	s/l	24	0.10	1.20299	1.20299	1.21638	-3.90	9926.20
49	2010.06.11 18:00	sell	25	0.10	1.20762	1.20821	1.20602
50	2010.06.11 18:20	t/p	25	0.10	1.20602	1.20821	1.20602	16.00	9942.20
51	2010.06.11 22:00	buy	26	0.10	1.20939	1.20900	1.22239
52	2010.06.14 01:00	modify	26	0.10	1.20939	1.21177	1.22239
53	2010.06.14 02:00	modify	26	0.10	1.20939	1.21774	1.22239
54	2010.06.14 02:20	s/l	26	0.10	1.21774	1.21774	1.22239	83.42	10025.62
55	2010.06.15 10:00	buy	27	0.10	1.21948	1.21909	1.23248
56	2010.06.15 10:15	s/l	27	0.10	1.21909	1.21909	1.23248	-3.90	10021.72
57	2010.06.17 11:00	buy	28	0.10	1.23290	1.23251	1.24590
58	2010.06.17 11:07	s/l	28	0.10	1.23251	1.23251	1.24590	-3.90	10017.82
59	2010.06.18 18:00	sell	29	0.10	1.23603	1.23662	1.23443
60	2010.06.18 18:15	s/l	29	0.10	1.23662	1.23662	1.23443	-5.90	10011.92
61	2010.06.18 19:00	buy	30	0.10	1.23629	1.23590	1.24929
62	2010.06.18 19:50	s/l	30	0.10	1.23590	1.23590	1.24929	-3.90	10008.02
63	2010.06.21 15:00	sell	31	0.10	1.23760	1.23819	1.23600
64	2010.06.21 15:10	s/l	31	0.10	1.23819	1.23819	1.23600	-5.90	10002.12
65	2010.06.21 16:00	buy	32	0.10	1.23911	1.23872	1.25211
66	2010.06.21 16:15	s/l	32	0.10	1.23872	1.23872	1.25211	-3.90	9998.22
67	2010.06.21 17:00	sell	33	0.10	1.23780	1.23839	1.23620
68	2010.06.21 17:03	s/l	33	0.10	1.23839	1.23839	1.23620	-5.90	9992.32
69	2010.06.23 21:00	buy	34	0.10	1.23239	1.23200	1.24539
70	2010.06.23 21:15	s/l	34	0.10	1.23200	1.23200	1.24539	-3.90	9988.42
71	2010.06.24 10:00	sell	35	0.10	1.22862	1.22921	1.22702
72	2010.06.24 10:02	s/l	35	0.10	1.22921	1.22921	1.22702	-5.90	9982.52
73	2010.06.24 17:00	buy	36	0.10	1.23189	1.23150	1.24489
74	2010.06.24 17:02	s/l	36	0.10	1.23150	1.23150	1.24489	-3.90	9978.62
75	2010.06.25 03:00	sell	37	0.10	1.23058	1.23117	1.22898
76	2010.06.25 03:10	s/l	37	0.10	1.23117	1.23117	1.22898	-5.90	9972.72
77	2010.06.25 04:00	buy	38	0.10	1.23263	1.23224	1.24563
78	2010.06.25 04:02	s/l	38	0.10	1.23224	1.23224	1.24563	-3.90	9968.82
79	2010.06.25 07:00	sell	39	0.10	1.23120	1.23179	1.22960
80	2010.06.25 07:10	s/l	39	0.10	1.23179	1.23179	1.22960	-5.90	9962.92
81	2010.06.25 08:00	buy	40	0.10	1.23249	1.23210	1.24549
82	2010.06.25 09:20	s/l	40	0.10	1.23210	1.23210	1.24549	-3.90	9959.02
83	2010.06.25 11:00	sell	41	0.10	1.22892	1.22951	1.22732
84	2010.06.25 11:16	t/p	41	0.10	1.22732	1.22951	1.22732	16.00	9975.02
85	2010.06.25 14:00	buy	42	0.10	1.23146	1.23107	1.24446
86	2010.06.25 14:03	s/l	42	0.10	1.23107	1.23107	1.24446	-3.90	9971.12
87	2010.06.25 15:00	sell	43	0.10	1.22913	1.22972	1.22753
88	2010.06.25 15:10	s/l	43	0.10	1.22972	1.22972	1.22753	-5.90	9965.22
89	2010.06.25 18:00	buy	44	0.10	1.23312	1.23273	1.24612
90	2010.06.25 20:00	modify	44	0.10	1.23312	1.23574	1.24612
91	2010.06.25 21:00	modify	44	0.10	1.23312	1.23593	1.24612
92	2010.06.28 03:00	modify	44	0.10	1.23312	1.23668	1.24612
93	2010.06.28 08:10	s/l	44	0.10	1.23668	1.23668	1.24612	35.52	10000.74
94	2010.06.28 13:00	sell	45	0.10	1.23360	1.23419	1.23200
95	2010.06.28 13:03	s/l	45	0.10	1.23419	1.23419	1.23200	-5.90	9994.84
96	2010.06.28 14:00	buy	46	0.10	1.23492	1.23453	1.24792
97	2010.06.28 14:10	s/l	46	0.10	1.23453	1.23453	1.24792	-3.90	9990.94
98	2010.06.28 15:00	sell	47	0.10	1.23310	1.23369	1.23150
99	2010.06.28 15:15	s/l	47	0.10	1.23369	1.23369	1.23150	-5.90	9985.04